Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47485.1 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46090.25 Kr¶

PnL: ---------------------------------------> -798.32 Kr¶

DD now: ---------------------------------> -2.354 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 14:09:18.963185'

Anic Portfolio¶

Today¶

Return: -0.809 %¶

This Week¶

Return: -1.398 %¶

Total¶

Return: 55.454 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.850000 3114.800000 143.800000 4.840000 2971.000006
HEBA B 70 -2.380000 2730.000000 94.000000 3.570000 2636.000010
Corem Property Group B 59 -0.810000 652.540000 75.540000 13.090000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.940000 429.400000 74.400000 20.960000 355.000000
HMS Networks 2 -1.340000 706.000000 33.000000 4.900000 673.000000
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -2.780000 560.000000 17.000000 3.130000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.250000 261.360000 15.360000 6.240000 246.000000
Coor Service Management Hold. 8 0.000000 544.400000 12.400000 2.330000 532.000000
OEM International B 7 -1.530000 540.400000 12.400000 2.350000 527.999997
Midsona B 63 -1.560000 595.350000 12.350000 2.120000 582.999984
Resurs Holding 22 0.230000 584.980000 10.980000 1.910000 573.999998
Intrum 4 -0.710000 532.200000 5.200000 0.990000 527.000000
Karnov Group 9 1.360000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
MedCap 2 -1.630000 423.000000 2.000000 0.480000 421.000000
Essity B 2 -0.970000 574.400000 0.400000 0.070000 574.000000
Handelsbanken A 5 -1.930000 546.250000 0.250000 0.050000 546.000000
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
AcadeMedia 12 0.000000 554.880000 -2.120000 -0.380000 557.000004
Swedbank A 3 -1.790000 559.950000 -4.050000 -0.720000 564.000000
Securitas B 6 -1.060000 561.000000 -9.000000 -1.580000 570.000000
Nordea Bank Abp 29 -1.350000 3444.040000 -9.960000 -0.290000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.780000 548.100000 -13.900000 -2.470000 562.000005
CTEK 13 -1.140000 507.260000 -26.740000 -5.010000 533.999999
Boozt 12 -0.520000 1622.400000 -31.600000 -1.910000 1653.999996
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 1.040000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 1.270000 519.000000 -75.570000 -12.710000 594.565215
SAAB B 8 -1.160000 3261.600000 -115.400000 -3.420000 3377.000000
Sampo Oyj SDB 7 -1.110000 3734.500000 -115.500000 -3.000000 3850.000000
OX2 18 -0.930000 1530.000000 -134.000000 -8.050000 1663.999992
Axfood 13 -0.330000 3567.200000 -188.800000 -5.030000 3756.000001
Fasadgruppen Group 35 0.200000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 2.230000 3094.000000 -268.000000 -7.970000 3361.999992
TOTAL 46090.250000 -798.320000 -2.35409% 46888.564618

Updated:¶

'2023-01-13 14:09:31.383430'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶